Gradient estimation for multicomponent maintenance systems with age-replacement policy

Gradient estimation for multicomponent maintenance systems with age-replacement policy

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Article ID: iaor20104785
Volume: 58
Issue: 3
Start Page Number: 706
End Page Number: 718
Publication Date: May 2010
Journal: Operations Research
Authors: ,
Abstract:

We consider multicomponent maintenance systems with an F-failure group age-replacement policy: it keeps failed components idling until F components are failed and then replaces all failed components together with the nonfailed components whose age has passed the critical threshold age θ n for components of type n. With each maintenance action, costs are associated. We derive various unbiased gradient estimators based on the measure-valued differentiation approach for the gradient of the average cost. Each estimator has its own domain of applicability. We also compare the performance of our gradient estimators when applied to stochastic optimization with other general gradient-free methods.

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